Hi Andres
I do not really now the exact impact, it might prevent some business data from beeing mass processed or overwritten...
I did had to deactivate the transport connection on specific objects/activities for some customers.
It depends on the frequency of that activity. I don't like to open the client to modification as you can sometime forget to close it back, and sometime also it gave the opportunity to other consultants to make changes that would create inconsistency among envt in the whole landscape.
At least activating the recording of changes could help in tracking the source of modifications
RZ10 => rec/client=ALL
STMS => RECCLIENT=ALL
Regards